-99.1%
AMC vs EPAM
-76.7%
-22.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +0.3% |
| 7D | +5.5% | +18.8% | -13.3% | -1.9% |
| 30D | +16.1% | +44.9% | -28.8% | +0.7% |
| 3M | +43.0% | +68.6% | -25.6% | +16.9% |
| 6M | +130.7% | +65.4% | +65.3% | +87.5% |
| YTD | +121.8% | -19.9% | +141.7% | +126.8% |
| 1Y | +40.7% | -10.0% | +50.7% | +37.8% |
| 3Y | -56.8% | -30.3% | -26.5% | -56.1% |
| 5Y | -99.1% | -75.7% | -23.4% | -98.7% |
| All | -99.1% | -76.7% | -22.4% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling